I have try to use a n-channel MOSFET as a switch to ON or OFF my circuit(give power supply or cut the power). The MOSFET that i'm using now is STP36NF06L, i have facing problem with this MOSFET that is the circuit look like cant receive any power supply from my 9V battery(regulate by a 7805 IC) when i apply 5V to the gate of the MOSFET.

The connection is simple, the battery's positive terminal is connect to the input of my circuit(PIC microcontroller, LCD and other) which is the input pin of the 7805 IC and the common ground of the circuit is connect to the drain of the MOSFET. The MOSFET's source is connect to the negative terminal of the battery. Suppose when 5V is apply to the gate of the MOSFET then my circuit should be power-on and running but now what i observe is that the circuit does not running at all and the LCD also does not show anything.

The device is not a logic level FET, and so needs a minimum of 10 volts on the gate relative to the source to go into full conduction. It would work better (assuming a 10 volt source) in switching ground to the regulator.

Your hookup is unnecessary - why not simply use a switch? You may find that a 9 volt transistor battery will only give a few minutes output before the regulator shuts off, unless current draw is very small.

Another bug to consider is that if the ground terminal of the 7805 is above ground, then the regulated voltage output will be more than 5 V relative to ground. As I understand your circuit (please post a schematic), the ground of the 7805 is forced to Id*Rds at whatever the Rds is with the gate voltage it is actually getting. When the mosfet is "off", then you may have smoked your MCU, if there is a path to ground.

That comment is based on what might be a complete misunderstanding of your circuit. Did you measure the output of the 7805 relative to the battery negative terminal/ground?

The device is not a logic level FET, and so needs a minimum of 10 volts on the gate relative to the source to go into full conduction. It would work better (assuming a 10 volt source) in switching ground to the regulator.

Finally the thing is working, before that i have take the 5V from the output of the 7805 IC as the gate voltage and i thought when the MOSFET is OFF it still can provide 5V to the gate, but then after consider the comment from all of you then i directly connect the gate to the 9V from battery and the MOSFET is succesfully turn on and the circuit also running.